Why I can't smooth a cylinder right in Blender?
You can use 2 ways, one is to select the specific faces you want to be shaded flat and then go in the Mesh menu, under Shading and select the Flat Faces.



Or you select the object and go in the Object Data Properties under Normals and activate Auto Smooth.

The latter works very well with most objects, but does not give you as much control as the first way.

Auto Smooth demo:


Happy Blending